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02/17/2023
Power of Weighted Test Statistics for Structural Change in Time Series
We investigate the power of some common change-point tests as a function...
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12/28/2021
Block Bootstrapping the Empirical Distance Covariance
We prove the validity of a non-overlapping block bootstrap for the empir...
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07/07/2021
Distance correlation for long-range dependent time series
We apply the concept of distance correlation for testing independence of...
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12/04/2020
Ordinal pattern dependence as a multivariate dependence measure
In this article, we show that the recently introduced ordinal pattern de...
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06/13/2020
Convergence of the empirical two-sample U-statistics with β-mixing data
We consider the empirical two-sample U-statistic with strictly β-mixing ...
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03/27/2020
Change-Point Detection based on Weighted Two-Sample U-Statistics
We investigate the large-sample behavior of change-point tests based on ...
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02/24/2020
An Asymptotic Test for Constancy of the Variance under Short-Range Dependence
We present a novel approach to test for heteroscedasticity of a non-stat...
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05/27/2019
Ordinal Patterns in Long-Range Dependent Time Series
We analyze the ordinal structure of long-range dependent time series. To...
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06/25/2018